+377.6%
XLV vs ZTS
+159.8%
+217.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.3% |
| 7D | -4.4% | -4.5% | +0.1% | -2.7% |
| 30D | -1.4% | -3.3% | +1.9% | -0.2% |
| 3M | +8.9% | -9.7% | +18.6% | +12.7% |
| 6M | +9.1% | -38.8% | +47.9% | +29.1% |
| YTD | +7.9% | -41.2% | +49.1% | +29.5% |
| 1Y | +22.7% | -50.3% | +73.0% | +56.6% |
| 3Y | +31.9% | -59.1% | +91.0% | +78.7% |
| 5Y | +34.9% | -62.8% | +97.6% | +86.4% |
| 10Y | +173.9% | +57.8% | +116.0% | +109.0% |
| All | +377.6% | +159.8% | +217.7% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling